I would suggest the first book on your bench be the Machinist Handbook. You also need to browse through it several times to become familiar with what is in there and where it is. I had one even before I got my lathe and mill because I needed help in choosing steel and heat treat process. If you're under 40, by the small one with the tiny type. If you are older you will probably appreciate the larger print one. 
BTW, they don't change much over the years so a 2 or 3 years old version off ebay will serve you just fine unless you are doing state of the art machining.
Here's one on ebay. I like the older versions because you can sometimes find information on older machines which are what I have.
http://cgi.ebay.com/Machinerys-Handb...item35a543d8c2
Last edited by Your Old Dog; 12-01-2009 at 07:29 AM.
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